If you're serious, I recommend buying a book on C++. I recommend either C++ Primer Plus or Sam's Teach Yourself C++ In 21 Days. After you've read through a book, and have an advanced understanding of the language, you should get a book on OpenGL programming, such as Beginning OpenGL Game Programming.
But you shouldn't read just one book. It's important to read more than one to see the different views and opinions about the language (different conventions, etc.), and no single book can cover every single topic (although many attempt to).
@ Sandstorm - VC++ 2005 Express is horrid. VC++ 6.0 is far better, if you can still find it anywhere.
Got both. VC++ 6.0 was great, back when it was new, but these days the IT industry uses the VC++ .net applications. And if you want to keep on top of compatibility, you should move up.
Why do you dislike 2k5? Because it comes with only ANSI standard headers? Just install the Windows SDK. Because the compiler is not optimized? They've got tools you can download for that.
Quite simply, the 2k5 compiler is better because it supports all standards of C and C++ (such as the all-encompassing ANSI standard), while VC++ 6 uses its own code conventions, rather than standards.
But as for Beginning OpenGL Game Programming, I would suggest OpenGL Game Programming instead, as it teaches you to do more than just how to display things on screen. Beginning OpenGL Game Programming should be named Beginning OpenGL Programming.
But if you want to learn how to program OpenGL, you should get The OpenGL Superbible. On Amazon you can get a bundle of the red book, the orange book, and whatever colour that other book was... There are far more books that teach programming DirectX, but, that's entirely up to you as to what API you use.
IMO: DirectX is ugly, because it's a single OS API and the only way to use the newer features is to be on a Vista computer, whereas, OpenGL is non-OS specific, so, if OpenGL 6.0 comes out and you're still using Windows XP, you'll be able to use said features because they're programmed with compatibility as the emphasis.